Dear Nick, thanks for your response.
I dont know if I should conclude that it is because of the randomness
that we expect. For example for one of the variable I am getting a std error
of .1238498 in method 2 but .0903295 in method 3 which is causing a shift
in p value from 0.101 to 0.025. Is that strange? If we are to take a
decision on the significance of a coefficient based on the P-value which
p-value (among the three we get) should we accept?
Thanks,
Rijo John.
On Thu, 24 Jun 2004, Nick Cox wrote:
:You mean differing other than because of
:randomness?
:
:Nick
:[email protected]
:
:Rijo John
:
:> I was doing a bootstrapping exercise for the same quantile
:> regression in
:> three ways.
:> 1) bs "qreg y x1 x2 x3....x22" "_b[x1] _b[x2]...._b[x22] _[_const],
:> reps(20)
:> 2) sqreg y x1 x2 ...... x22
:> 3) bsqreg y x1 x2 ......x22
:>
:> Why am I getting different bootstrap standard errors in each
:> one of this
:> method? The stata help says these methods are same. The
:> coefficients I am
:> getting are same though. Can anyone tell me which one of this is to be
:> accepted or most widely used?
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